Quantitative Finance A deep learning approach to estimating fill probabilities in a limit order book. By Costis Maglaras, 2 years ago
Quantitative Finance Higher moments in the fundamental specification of electricity forward prices. By Angelica Gianfreda, 2 years ago
Quantitative Finance A data-driven explainable case-based reasoning approach for financial risk detection. By Wei Li, 2 years ago
Quantitative Finance Peer effects in professional analysts’ choice of their portfolio of companies. By Victor Fang, 2 years ago
Quantitative Finance A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes. By Liang-Chih Liu, 2 years ago
Quantitative Finance The Black–Scholes equation in the presence of arbitrage. By Simone Farinelli, 2 years ago
Quantitative Finance No arbitrage global parametrization for the eSSVI volatility surface. By A. Mingone, 2 years ago
Quantitative Finance Forecasting interval-valued crude oil prices using asymmetric interval models. By Quanying Lu, 2 years ago